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Coordinate descent information


Coordinate descent is an optimization algorithm that successively minimizes along coordinate directions to find the minimum of a function. At each iteration, the algorithm determines a coordinate or coordinate block via a coordinate selection rule, then exactly or inexactly minimizes over the corresponding coordinate hyperplane while fixing all other coordinates or coordinate blocks. A line search along the coordinate direction can be performed at the current iterate to determine the appropriate step size. Coordinate descent is applicable in both differentiable and derivative-free contexts.

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Coordinate descent

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Coordinate descent is an optimization algorithm that successively minimizes along coordinate directions to find the minimum of a function. At each iteration...

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Random coordinate descent

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Randomized (Block) Coordinate Descent Method is an optimization algorithm popularized by Nesterov (2010) and Richtárik and Takáč (2011). The first analysis...

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Adaptive coordinate descent

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Adaptive coordinate descent is an improvement of the coordinate descent algorithm to non-separable optimization by the use of adaptive encoding. The adaptive...

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Inverse kinematics

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joint constraints. The most popular heuristic algorithms are cyclic coordinate descent (CCD) and forward and backward reaching inverse kinematics (FABRIK)...

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Support vector machine

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detailed below. Then, more recent approaches such as sub-gradient descent and coordinate descent will be discussed. Minimizing (2) can be rewritten as a constrained...

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Stochastic gradient descent

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Backtracking line search Broken Neural Scaling Law Coordinate descent – changes one coordinate at a time, rather than one example Linear classifier...

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Gradient method

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methods are the gradient descent and the conjugate gradient. Gradient descent Stochastic gradient descent Coordinate descent Frank–Wolfe algorithm Landweber...

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Elastic net regularization

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and mixtures of the two penalties (the elastic net) using cyclical coordinate descent, computed along a regularization path. JMP Pro 11 includes elastic...

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Hill climbing

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another. Coordinate descent does a line search along one coordinate direction at the current point in each iteration. Some versions of coordinate descent randomly...

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Peter Richtarik

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machine learning, known for his work on randomized coordinate descent algorithms, stochastic gradient descent and federated learning. He is currently a Professor...

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Rosenbrock function

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example of 2-dimensional Rosenbrock function optimization by adaptive coordinate descent from starting point x 0 = ( − 3 , − 4 ) {\displaystyle x_{0}=(-3,-4)}...

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Reaction coordinate

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In chemistry, a reaction coordinate is an abstract one-dimensional coordinate chosen to represent progress along a reaction pathway. Where possible it...

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LIBSVM

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implements linear SVMs and logistic regression models trained using a coordinate descent algorithm. The SVM learning code from both libraries is often reused...

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Mathematical optimization

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gradients in some way (or even subgradients): Coordinate descent methods: Algorithms which update a single coordinate in each iteration Conjugate gradient methods:...

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Multinomial logistic regression

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gradient-based optimization algorithms such as L-BFGS, or by specialized coordinate descent algorithms. The formulation of binary logistic regression as a log-linear...

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Adaptive algorithm

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convergence). Examples include adaptive simulated annealing, adaptive coordinate descent, adaptive quadrature, AdaBoost, Adagrad, Adadelta, RMSprop, and Adam...

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Linear classifier

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for linear classification include (stochastic) gradient descent, L-BFGS, coordinate descent and Newton methods. Backpropagation Linear regression Perceptron...

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First Descent

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coordinating producer Paula Martone - line producer Larry Tanz - executive producer Step Into Liquid "Dew docu takes U turn - Variety". First Descent...

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List of black NHL players

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African Communities League (UNIA-ACL) Sports Ethnic subdivisions By African descent Fula Gullah Igbo Yoruba Alabama Creole Black Indians Black Seminoles Cherokee...

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Risk parity

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above minimization problem can be efficiently solved by the cyclical coordinate descent method, open source implementations of which are available in JavaScript...

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Stochastic variance reduction

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minimization without additional log factors. Stochastic gradient descent Coordinate descent Online machine learning Proximal operator Stochastic optimization...

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List of numerical analysis topics

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Derivative-free methods Coordinate descent — move in one of the coordinate directions Adaptive coordinate descent — adapt coordinate directions to objective...

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